Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51617.23 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48418.17 Kr¶

PnL: ---------------------------------------> -669.4 Kr¶

DD now: ---------------------------------> -0.63 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 11:26:53.408606'

Anic Portfolio¶

Today¶

Return: -0.542 %¶

This Week¶

Return: 8.606 %¶

Total¶

Return: 68.982 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.000000 3380.400000 200.400000 6.300000 3180.000006
HMS Networks 2 -0.230000 780.200000 107.200000 15.930000 673.000000
Nordea Bank Abp 29 0.280000 3544.960000 90.960000 2.630000 3453.999992
HEBA B 70 -0.900000 2698.500000 62.500000 2.370000 2636.000010
Swedbank A 3 2.740000 607.200000 43.200000 7.660000 564.000000
SAAB B 8 -0.210000 3420.000000 43.000000 1.270000 3377.000000
Resurs Holding 22 0.430000 611.600000 37.600000 6.550000 573.999998
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
AcadeMedia 12 -0.610000 590.880000 33.880000 6.080000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.440000 381.400000 26.400000 7.440000 355.000000
Fasadgruppen Group 38 1.290000 4164.800000 23.800000 0.570000 4140.999992
OEM International B 7 -1.150000 542.500000 14.500000 2.750000 527.999997
Intrum 4 0.370000 541.400000 14.400000 2.730000 527.000000
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Norva24 Group 16 -0.580000 552.000000 9.000000 1.660000 543.000000
Securitas B 6 -1.060000 573.000000 3.000000 0.530000 570.000000
Creaspac SPAC 6 -0.100000 579.600000 2.600000 0.450000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.580000 248.160000 2.160000 0.880000 246.000000
Handelsbanken A 5 0.510000 546.000000 0.000000 0.000000 546.000000
Corem Property Group B 59 -1.010000 575.550000 -1.450000 -0.250000 576.999999
Coor Service Management Hold. 8 -0.150000 530.400000 -1.600000 -0.300000 532.000000
Fastighetsbolag. Emilshus Pref 21 -3.280000 557.550000 -4.450000 -0.790000 562.000005
Midsona B 63 -3.920000 572.040000 -10.960000 -1.880000 582.999984
Boozt 12 -0.360000 1639.200000 -14.800000 -0.890000 1653.999996
Sampo Oyj SDB 7 0.000000 3832.500000 -17.500000 -0.450000 3850.000000
Essity B 2 -0.440000 547.600000 -26.400000 -4.600000 574.000000
CTEK 13 -1.850000 497.120000 -36.880000 -6.910000 533.999999
International Petroleum Corp. 5 -2.980000 553.500000 -41.070000 -6.910000 594.565215
Vivesto 1368 0.190000 568.810000 -44.190000 -7.210000 612.999432
Essity A 4 -0.720000 1100.000000 -49.000000 -4.260000 1149.000000
Beijer Electronics Group 27 -2.660000 2959.200000 -124.800000 -4.050000 3083.999994
OX2 22 0.250000 1786.400000 -202.600000 -10.190000 1989.000002
Axfood 15 -0.150000 4039.500000 -260.500000 -6.060000 4300.000005
Ovzon 64 -1.850000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48418.170000 -669.400000 -0.62981% 49087.564636

Updated:¶

'2023-01-31 11:27:06.406344'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶